Alireza Javaheri

Alireza Javaheri serves as an Instructor since 2011 while holding the industry position of Global Head of Equity Derivatives Quantitative Research at Credit Suisse. With over 30 years of experience in derivatives quantitative analysis, he has held senior roles at major investment banks including J.P. Morgan, Goldman Sachs, and Citigroup.

His educational background includes:

• M.Sc. in Electrical Engineering from Massachusetts Institute of Technology
• Ph.D. in Finance from Ecole des Mines de Paris

Javaheri's research focuses on quantitative finance with emphasis on volatility modeling, stochastic processes, and derivatives pricing. He pioneered volatility estimation techniques using chaos expansions and advanced volatility arbitrage strategies. His work bridges mathematical finance theory with practical trading applications, particularly in equity derivatives markets where he explores jump diffusion models, volatility surface dynamics, and model calibration challenges. He frequently collaborates with leading quantitative finance researchers including Peter Carr and Paul Wilmott.

His publication history from 2004-2015 reveals consistent specialization in volatility modeling, with key contributions to stochastic volatility frameworks, GARCH applications for volatility swaps, and innovations beyond traditional LIBOR models. The thematic progression shows increasing sophistication in modeling volatility surfaces and incorporating market microstructure effects, culminating in his acclaimed book "Inside Volatility Arbitrage" which synthesized these concepts for practical trading applications.

Scientific recognition includes:

• Quantitative Finance Book of the Year (Wilmott magazine) for "Inside Volatility Arbitrage"

No information is available regarding graduate student supervision or research grant funding. His industry-focused career path at Credit Suisse and previous institutions suggests primary engagement with trading desks rather than academic research laboratories or university-affiliated research teams.